Christoph Schwab

Discontinuous hp -Finite Element Methods for Advection-Diffusion-Reaction Problems

We consider the hp-version of the discontinuous Galerkin finite element method (DGFEM) for second-order partial differential equations with nonnegative characteristic form. This class of equations includes second-order elliptic and parabolic equations, advection-reaction equations, as well as problems of mixed hyperbolic-elliptic-parabolic type. Our main concern is the error analysis of the method in the absence of streamline-diffusion stabilization. In the hyperbolic case, an hp-optimal error bound is derived; here, we consider only advection-reaction problems which satisfy a certain (standard) positivity condition. In the self-adjoint elliptic case, an error bound that is h-optimal and p-suboptimal by

Local Discontinuous Galerkin Methods for the Stokes System

\frac{1}{2}

Multi-level Monte Carlo Finite Element method for elliptic PDEs with stochastic coefficients

a power of p is obtained. These estimates are then combined to deduce an error bound in the general case. For elementwise analytic solutions the method exhibits exponential rates of convergence under p-refinement. The theoretical results are illustrated by numerical experiments.

On numerical cubatures of singular surface integrals in boundary element methods

In this paper, we introduce and analyze local discontinuous Galerkin methods for the Stokes system. For a class of shape regular meshes with hanging nodes we derive a priori estimates for the L2-norm of the errors in the velocities and the pressure. We show that optimal-order estimates are obtained when polynomials of degree k are used for each component of the velocity and polynomials of degree k-1 for the pressure, for any

Optimal a priori error estimates for the hp -version of the local discontinuous Galerkin method for convection-diffusion problems

k\ge1

The p and hp versions of the finite element method for problems with boundary layers

. We also consider the case in which all the unknowns are approximated with polynomials of degree k and show that, although the orders of convergence remain the same, the method is more efficient. Numerical experiments verifying these facts are displayed.

Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic Partial Differential Equations with Random Coefficients

In Monte Carlo methods quadrupling the sample size halves the error. In simulations of stochastic partial differential equations (SPDEs), the total work is the sample size times the solution cost of an instance of the partial differential equation. A Multi-level Monte Carlo method is introduced which allows, in certain cases, to reduce the overall work to that of the discretization of one instance of the deterministic PDE. The model problem is an elliptic equation with stochastic coefficients. Multi-level Monte Carlo errors and work estimates are given both for the mean of the solutions and for higher moments. The overall complexity of computing mean fields as well as k-point correlations of the random solution is proved to be of log-linear complexity in the number of unknowns of a single Multi-level solve of the deterministic elliptic problem. Numerical examples complete the theoretical analysis.

Sparse finite elements for elliptic problems with stochastic loading

SummaryWe present and analyze methods for the accurate and efficient evaluation of weakly, Cauchy and hypersingular integrals over piecewise analytic curved surfaces in ℝ3.The class of admissible integrands includes all kernels arising in the numerical solution of elliptic boundary value problems in three-dimensional domains by the boundary integral equation method. The possibly not absolutely integrable kernels of boundary integral operators in local coordinates are pseudohomogeneous with analytic characteristics depending on the local geometry of the surface at the source point. This rules out weighted quadrature approaches with a fixed singular weight.For weakly singular integrals it is shown that Duffys triangular coordinates leadalways to a removal of the kernel singularity. Also asymptotic estimates of the integration error are provided as the size of the boundary element patch tends to zero. These are based on the Rabinowitz-Richter estimates in connection with an asymptotic estimate of domains of analyticity in ℂ2.It is further shown that the modified extrapolation approach due to Lyness is in the weakly singular case always applicable. Corresponding error and asymptotic work estimates are presented.For the weakly singular as well as for Cauchy and hypersingular integrals which e.g. arise in the study of crack problems we analyze a family of product integration rules in local polar coordinates. These rules are hierarchically constructed from “finite part” integration formulas in radial and Gaussian formulas in angular direction. Again, we show how the Rabinowitz-Richter estimates can be applied providing asymptotic error estimates in terms of orders of the boundary element size.

Mixed hp -DGFEM for Incompressible Flows

We study the convergence properties of the hp-version of the local discontinuous Galerkin finite element method for convection-diffusion problems; we consider a model problem in a one-dimensional space domain. We allow arbitrary meshes and polynomial degree distributions and obtain upper bounds for the energy norm of the error which are explicit in the mesh-width h, in the polynomial degree p, and in the regularity of the exact solution. We identify a special numerical flux for which the estimates are optimal in both h and p. The theoretical results are confirmed in a series of numerical examples.

Tensor-Structured Galerkin Approximation of Parametric and Stochastic Elliptic PDEs

We study the uniform approximation of boundary layer functions exp(-x/d) for x ∈ (0,1), d ∈ (0,1], by the p and hp versions of the finite element method. For the p version (with fixed mesh), we prove super-exponential convergence in the range p + 1/2 > e/(2d). We also establish, for this version, an overall convergence rate of O(p -1 √ln p) in the energy norm error which is uniform in d, and show that this rate is sharp (up to the √ln p term) when robust estimates uniform in d ∈ (0,1] are considered. For the p version with variable mesh (i.e., the hp version), we show that exponential convergence, uniform in d ∈ (0,1], is achieved by taking the first element at the boundary layer to be of size O(pd). Numerical experiments for a model elliptic singular perturbation problem show good agreement with our convergence estimates, even when few degrees of freedom are used and when d is as small as, e.g., 10 -8 . They also illustrate the superiority of the hp approach over other methods, including a low-order h version with optimal exponential mesh refinement. The estimates established in this paper are also applicable in the context of corresponding spectral element methods.